150 Most Frequently Asked Questions on Quant Interviews is the first book in the Pocket Book Guides for Quant Interviews Series and contains over 150 questions that are frequently, and also currently, asked on interviews for quantitative positions, covering a vast spectrum, from C++ and data structures, to finance, stochastic calculus and brainteasers.

The authors have over 20 years of experience working with the students of the Baruch College Financial Engineering Masters Program who have consistently been successful interviewing for quant type positions in the New York job market, with over 90% placement every year, including through the challenging 2008-2009 years.

Dan Stefanica has been the Director of the Baruch MFE Program since its inception in 2002, and is the author of the best-selling A Primer For The Mathematics Of Financial Engineering, now in its second edition. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. His research spans numerical analysis, graph theory, and geophysical fluid dynamics. He has a PhD in mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

Rados Radoicic has been on the faculty of the Baruch MFE Program since 2006, teaching graduate courses on financial instruments, econometrics, and statistics, as well as pre-program courses on advanced calculus with financial applications. He has done extensive research in discrete and computational geometry, extremal combinatorics, and graph theory. He has a BS and a PhD in mathematics from the Massachusetts Institute of Technology.

Tai-Ho Wang has been on the faculty of the Baruch MFE Program since 2008, teaching graduate courses on stochastic processes and optimization methods, as well as pre-program courses in probability. His research spans fields as varied as quantitative finance, statistics, and Riemannian geometry. He has a PhD in applied mathematics from National Chiao Tung University.

“A Primer for the Mathematics of Financial Engineering” builds the solid mathematical foundation required to understand the quantitative models used financial engineering and can be used as a reference book or as a self-study book. It contains 175 exercises, many of these being frequently asked interview questions. A Solutions Manual including detailed solutions to every exercise was published concurrently.

FE Press offers 15-25% discounts off the list price when “A Primer for the Mathematics of Financial Engineering” is purchased together with its “Solutions Manual”, or with “A Linear Algebra Primer for Financial Engineering” and “150 Most Frequently Asked Questions on Quant Interviews”.

All the books purchased from FE Press are signed and personalized by the authors.

“A Primer for the Mathematics of Financial Engineering” builds the solid mathematical foundation required to understand the quantitative models used financial engineering and can be used as a reference book or as a self-study book. It contains 175 exercises, many of these being frequently asked interview questions. A Solutions Manual including detailed solutions to every exercise was published concurrently.

List Price: $62.

FE Press offers 15-25% discounts off the list price when “A Primer for the Mathematics of Financial Engineering” is purchased together with its “Solutions Manual” or with its other titles “A Linear Algebra Primer for Financial Engineering” and “150 Most Frequently Asked Questions on Quant Interviews”.

The Primer has been warmly received by a large audience, including students and prospective students of financial engineering programs, academics teaching in such programs or in finance departments, and many practitioners from the financial industry.

Reviews for “A Primer for the Mathematics of Financial Engineering”, First Edition:

One of the hottest degrees on today’s campus is a Masters in Financial Engineering. Whether you need to retrieve hallowed memories or just want to familiarize yourself with the mathematics underlying this degree, this unique book offers a terrific return on investment.

Peter Carr, PhD

Global Head of Modeling, Morgan Stanley; Director of the Masters Program in Mathematical Finance, Courant Institute, NYU

This is the book I always recommend to people who ask about their mathematics before doing an MFE, and a few people could do with reading it after as well.

Dominic Connor

Director, P&D Quantitative Recruitment

Important financial applications were added to the Second Edition, and sections on selected topics were expanded, including:

New or expanded sections: new chapter on solving nonlinear problems; expanded Lagrange multipliers sections; streamlined Taylor series and Taylor expansion sections; Mathematical Appendix at the end of the book.